Around WD106 (preparing for Slaves to Chaos), there were rules for Chaos Warbands. Now, if I'm not mistaken, chaos centaurs were being introduced at around the same time, and there were some options for including chaos centaurs in chaos warbands (which weren't even really army lists, and would lead to some horribly imbalanced fights).
But don't hold me to it-- that was a long time ago, and the WDs in question are long gone. (That was a nice issue though-- first instance of the Emperor's Tarot in print. "The Bolter. The Emperor, reversed.")
Back then, there was a clear move to include any new fantasy elements as WH40K elements, with the expectation of conversions. Harlequins, for instance, were introduced shortly after wardancers, and were an obvious analogue, even if they were accompanied by a boxed set (the first Eldar box set, actually).